-12.5%
SPGI vs KDP
+15.4%
-27.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +0.1% | +1.3% | -1.1% | 0.0% |
| 30D | +8.4% | +6.0% | +2.4% | +7.9% |
| 3M | +11.8% | +9.2% | +2.6% | +11.6% |
| 6M | +5.7% | +14.7% | -9.0% | +6.0% |
| YTD | -9.7% | +19.2% | -28.9% | -9.2% |
| 1Y | -12.5% | +15.2% | -27.6% | -13.0% |
| All | -12.5% | +15.4% | -27.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KDP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling